+588.2%
HBM vs DAR
+366.1%
+222.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.1% |
| 30D | -4.8% | +2.6% | -7.5% | -6.8% |
| 3M | -0.4% | +14.2% | -14.7% | -8.8% |
| 6M | +17.9% | +17.2% | +0.7% | +5.5% |
| YTD | +33.7% | +80.9% | -47.1% | -6.1% |
| 1Y | +95.6% | +104.0% | -8.4% | +26.2% |
| 3Y | +458.1% | +3.6% | +454.5% | +402.4% |
| 5Y | +329.0% | -7.8% | +336.8% | +302.1% |
| All | +588.2% | +366.1% | +222.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling